Chapter 11 - 1973 Fischer Black& Myron Scholes...

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Unformatted text preview: 1973 Fischer Black& Myron Scholes B-S Robert C. Merton 1997 - - B-S-M 1 Copyright Zheng Zhenlong & Chen Rong, 2008 2 Copyright Zheng Zhenlong & Chen Rong, 2008 1965 Fama 1 2 3 Markov Stochastic Process 3 Copyright Zheng Zhenlong & Chen Rong, 2008 Br owni a n Mot i on z 1 = 0 1 2 t t z z z t t z z t 4 Copyright Zheng Zhenlong & Chen Rong, 2008 bdz adt dx + = a b 2 x 0 1 5 Copyright Zheng Zhenlong & Chen Rong, 2008...
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Chapter 11 - 1973 Fischer Black& Myron Scholes...

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